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Title: | Smoothing Techniques for Time Series Forecasting |
Authors: | Rashad, Aliyev Hameed, Haifaa Hussein Eastern Mediterranean University, Facult of Art and Sciences, Department of Mathematics |
Keywords: | Mathematics Applied Mathematics and Computer Science Time-series analysis - Data processing Forecasting Time series Simple moving average Weighted moving average Simple exponential smoothing Double exponential smoothing |
Issue Date: | Jul-2015 |
Publisher: | Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ) |
Citation: | Hameed, Haifaa Hussein. (2015).Smoothing Techniques for Time Series Forecasting. Thesis (M.S.), Eastern Mediterranean University, Institute of Graduate Studies and Research, Dept. of Mathematics, Famagusta: North Cyprus. |
Abstract: | There are many forecasting techniques available, and selecting the appropriate technique is very important issue to achieve a good forecasting performance.
This thesis intends to present the smoothing techniques for time series forecasting. The forecasting process using simple moving average and weighted moving average methods is investigated. The exponential smoothing forecasting method is analyzed. The simple exponential smoothing method is described.
Some error measures - Mean Absolute Deviation, Mean Absolute Percentage Error, and Mean Square Error are calculated for above forecasting techniques to define the forecast accuracy of these methods.
The double exponential smoothing method is discussed. ÖZ:
Birçok öngörü teknikleri mevcuttur ve tekniğin uygun seçilmesi iyi bir öngörü performansı elde etmek için çok önemli bir konudur.Bu tez zaman serisi öngörüsü için düzeltme teknikleri sunmayı amaçlıyor. Basit hareketli ortalama ve ağırlıklı hareketli ortalama yöntemleri kullanarak öngörü süreci incelenmiştir. Üstel düzeltme öngörü yöntemi analiz edilir. Basit üstel düzeltme tarif edilir.
Yukarıdaki tekniklerde öngörü doğruluğunu tanımlamak için bazı hata önlemleri - Ortalama Mutlak Sapma, Mutlak Yüzde Hata ortalama, ve Ortalama Hata Kare hesaplanır.Çift üstel düzeltme yöntemi tartışılır. |
Description: | Master of Science in Applied Mathematics and Computer Science. Thesis (M.S.)--Eastern Mediterranean University, Faculty of Arts and Sciences, Dept. of Mathematics, 2015. Supervisor: Prof. Dr. Rashad Aliyev. |
URI: | http://hdl.handle.net/11129/2326 |
Appears in Collections: | Theses (Master's and Ph.D) – Mathematics
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